SPX dealer positioning, the week of February 10, 2020
Feb 10 to Feb 14 · 0 of 5 days traded · each session free to replay
| Day | Open | Close | Change | Range | Close to close | Flip at the close | Gamma at the close |
|---|---|---|---|---|---|---|---|
| Monday Feb 10 | no session | ||||||
| Tuesday Feb 11 | no session | ||||||
| Wednesday Feb 12 | no session | ||||||
| Thursday Feb 13 | no session | ||||||
| Friday Feb 14 | no session | ||||||
No finished session in this week yet.
Events this week
- Feb 11
08:30CPI · high impact
CPI y/y: actual 2.6% / prior 2.3%; Core CPI m/m: actual 0.3% / prior 0.2% - Feb 11
08:30Fed Chair testimony - Feb 11
10:00Fed Chair testimony: Semiannual Monetary Policy Report to the Congres - Feb 11
10:00JOLTS job openings
Openings: actual 6.70M / prior 6.89M - Feb 12
09:30VIX settlement - Feb 12
10:00Fed Chair testimony: Semiannual Monetary Policy Report to the Congres - Feb 13
08:30CPI · high impact
CPI y/y: actual 2.6% / prior 2.3%; Core CPI m/m: actual 0.3% / prior 0.2% - Feb 13
13:0030-year bond auction, $19B - Feb 13
16:05NVDA earnings - Feb 14
08:30PPI
PPI m/m: actual 0.2% / prior 0.3% - Feb 14
08:30Retail sales
Retail sales m/m: actual -0.1% / prior 0.3% - Feb 14
10:00UMich consumer sentiment (preliminary)
Sentiment: prior 99.8; 1y inflation: prior 2.5%; 5y inflation: prior 2.5%
Prices are SPX at the minute. Change is close minus open; close to close is against the previous finished session. The zero-gamma flip is the terminal's measured flip at the close, and "crossed" counts the minutes the tape changed sides of it. Gamma at the close is where the close sat against that flip. Events are the market calendar's high and medium impact rows; the line under an in-session event is what the book did in the fifteen minutes after it, from the day's own payload. Nothing here is a forecast; see the Terms.